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Out of sample performance summary of our models for the past 1, 2, 4 and 13 week periods. The active active return indicates how the models over- or underperformed the benchmark ETF SPY. Also the YTD, and the 1-, 3-, 5- and 10-year annualized returns are shown in the second table |
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iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 6.3%, and for the last 12 months is 6.1%. Over the same period the benchmark E60B40 performance was 15.0% and 14.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.71% at a time when SPY gained 0.78%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $137,618 which includes $983 cash and excludes $1,783 spent on fees and slippage. |
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iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 5.4%, and for the last 12 months is 5.2%. Over the same period the benchmark E60B40 performance was 15.0% and 14.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.78% at a time when SPY gained 0.78%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $139,784 which includes $881 cash and excludes $1,918 spent on fees and slippage. |
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iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 4.2%. Over the same period the benchmark E60B40 performance was 15.0% and 14.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.85% at a time when SPY gained 0.78%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $141,857 which includes $1,068 cash and excludes $2,045 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 397.03% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.29% at a time when SPY gained 1.17%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $124,258 which includes $11,468 cash and excludes $1,203 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 370.82% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.05% at a time when SPY gained 1.17%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $117,706 which includes $115 cash and excludes $707 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 367.01% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.57% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $467,009 which includes $1,099 cash and excludes $6,189 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 83.02% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.57% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $183,021 which includes $1,013 cash and excludes $5,227 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 204.21% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.57% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $304,214 which includes $156 cash and excludes $3,244 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 382.27% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.57% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $482,265 which includes $125 cash and excludes $1,573 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 159.07% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.81% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $259,075 which includes $1,165 cash and excludes $1,132 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 256.31% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.57% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $356,307 which includes $1,448 cash and excludes $5,042 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 91.16% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.57% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $191,163 which includes $2,358 cash and excludes $6,620 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 152.74% while the benchmark SPY gained 101.06% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.57% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $252,744 which includes $924 cash and excludes $2,742 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained -0.03% while the benchmark SPY gained 4.37% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.53% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $99,967 which includes $631 cash and excludes $00 spent on fees and slippage. |
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iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 33.5%, and for the last 12 months is 33.2%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.02% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $336,305 which includes $3,102 cash and excludes $5,896 spent on fees and slippage. |
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iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 69.1%, and for the last 12 months is 72.6%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 0.13% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $66,006 cash and excludes Gain to date spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -7.0%, and for the last 12 months is -7.2%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.17% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $659,491 which includes $3,355 cash and excludes $25,118 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -3.3%, and for the last 12 months is -3.5%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.76% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $171,144 which includes $3,511 cash and excludes $6,679 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 14.8%, and for the last 12 months is 14.4%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of iM-Combo5 gained 1.79% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $176,908 which includes $1,530 cash and excludes $0 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 10.0%, and for the last 12 months is 9.6%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Since inception, on 7/1/2014, the model gained 169.30% while the benchmark SPY gained 115.83% and VDIGX gained 105.20% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.35% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $269,302 which includes $477 cash and excludes $3,805 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 5.9%, and for the last 12 months is 5.3%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.40% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $188,108 which includes $32,273 cash and excludes $1,592 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -5.4%, and for the last 12 months is -5.5%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Since inception, on 6/30/2014, the model gained 122.10% while the benchmark SPY gained 115.83% and the ETF USMV gained 106.34% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.51% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $222,097 which includes $1,651 cash and excludes $7,158 spent on fees and slippage. |
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iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 22.7%, and for the last 12 months is 22.3%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Since inception, on 1/3/2013, the model gained 346.92% while the benchmark SPY gained 197.93% and the ETF USMV gained 168.11% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.15% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $446,925 which includes $2,394 cash and excludes $3,529 spent on fees and slippage. |
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iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -36.6%, and for the last 12 months is -32.3%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.89% at a time when BND gained 0.18%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $148,484 which includes $4,060 cash and excludes $2,087 spent on fees and slippage. |
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iM-Best(Short): The model’s out of sample performance YTD is -17.9%, and for the last 12 months is -17.7%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of iM-Best(Short) gained -0.11% at a time when SPY gained 1.17%. Over the period 1/2/2009 to 12/28/2020 the starting capital of $100,000 would have grown to $66,044 which includes $79,155 cash and excludes $29,761 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 3.8%, and for the last 12 months is 3.6%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.64% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,551 which includes $1,546 cash and excludes $1,386 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is 2.8%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.00% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $133,082 which includes $2,385 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -4.5%, and for the last 12 months is -4.7%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.16% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $156,083 which includes $1,260 cash and excludes $3,984 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 26.0%, and for the last 12 months is 25.6%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.10% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,029 which includes $13,893 cash and excludes $5,950 spent on fees and slippage. |
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iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -2.7%, and for the last 12 months is -2.7%. Over the same period the benchmark SPY performance was 17.8% and 17.4% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.26% at a time when SPY gained 1.17%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $109,538 which includes $2,594 cash and excludes $2,292 spent on fees and slippage. |
iM-Best Reports – 12/21/2020
Posted in pmp SPY-SH
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